-38.5%
CAT vs XLP
+10.8%
-49.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -7.2% |
| 7D | -14.5% | +3.5% | -18.0% | -10.6% |
| 30D | -35.7% | +11.6% | -47.3% | -26.5% |
| 3M | -36.3% | +7.6% | -43.9% | -30.1% |
| 6M | -38.5% | +10.0% | -48.6% | -29.1% |
| All | -38.5% | +10.8% | -49.3% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling